{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-02","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/TE","markdown_url":"https://halfonadouble.com/stock/TE.md","history_url":"https://halfonadouble.com/api/v1/history/TE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/TE.json?date=2026-10-02","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"TE","page_tier":"A","units":{"prices":"USD per share","open_interest":"option contracts","gamma_exposure":"modeled dollar-delta change per USD 1 underlying move","gamma_exposure_normalized":"modeled gamma exposure per 100,000 open option contracts","distances":"percent of close","forward_outcomes":"close-to-close percent return"},"snapshot":{"close":3.9200000762939453,"previous_close":3.7300000190734863,"delta_neutral":3.170285257873143,"gamma_neutral":2.3112568593535334,"gamma_max":4.941743452587331,"total_open_interest":385208,"previous_open_interest":416732,"listed_contracts":268,"listed_calls":193,"listed_puts":141,"gamma_max_distance_pct":26.064881541006613,"delta_neutral_distance_pct":-19.125377648706557,"gamma_neutral_distance_pct":-41.03936698035356,"open_interest_change_1d_pct":-7.564573874816428,"call_open_interest":283149,"put_open_interest":102059,"put_call_open_interest_ratio":0.36044273509706903,"nearest_expiration_max_pain":4,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":2.040814340536656,"all_expiration_max_pain":4,"net_gamma_exposure":6773801.158287755,"net_gamma_exposure_per_100k_open_interest":1758478.836962824,"gamma_exposure_flip":2.3112568593535334,"gamma_exposure_flip_distance_pct":-41.03936698035356,"call_wall":5,"call_wall_distance_pct":27.551017925670816,"put_wall":4,"put_wall_distance_pct":2.040814340536656,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":256},"history_summary":{"first_date":"2025-03-04","last_date":"2026-10-02","session_count":400,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":15.873015873015872,"gamma_max_cross_count":38,"delta_neutral_cross_count":0,"gamma_max_prior_sessions_closer_pct":79.76190476190477,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":13.492063492063492,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":67.06349206349206,"open_interest_change_1d_contracts":-31524,"open_interest_change_z_252":-1.3014866445148674,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":-0.4627918935191047,"open_interest_change_21_sessions_pct":-14.550133096716946,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-25451,"put_change_contracts":-6073,"call_growth_pct":-8.247245625405055,"put_growth_pct":-5.616283801279917,"call_minus_put_growth_pp":-2.630961824125138},"five_sessions":{"call_change_contracts":1259,"put_change_contracts":-3050,"call_growth_pct":0.44662811735073965,"put_growth_pct":-2.901749612307224,"call_minus_put_growth_pp":3.348377729657964},"call_change_surprise":{"z_score":-1.5162598909595033,"comparison_sessions":252},"put_change_surprise":{"z_score":-0.6771688836416405,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":-0.27856962286330755,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":40.95827035477723,"directional_score":27.322834645669293,"catalyst_reasons":["7d expected move +11.8%"],"features":{"symbol":"TE","price":3.92,"totalOi":422190,"analysisCoverage":0.9444,"avgIvPct":816.8,"ivRank":47.5,"iv52wHighPct":1555,"iv52wLowPct":149.12,"frontDte":7,"frontAtmIvPct":85.1356,"backAtmIvPct":101.1472,"termPremiumPp":-16.0116,"expectedMoveFrontPct":11.79,"straddleFrontPct":8.93,"straddle30dPct":21.05,"riskReversalFrontPp":-7.8,"riskReversal30dPp":-6.23,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.342,"putCallOiFrontRatio":0.3,"putCallVolumeFrontRatio":0.347,"optionVolume":26190,"volumeOiRatio":0.062034,"netDeltaNormalized":0.11849,"dealerDeltaNormalized":-0.117133,"gexPer100kOi":88538.170018,"vannaPer100kOi":2454.3452,"charmPer100kOi":-124731.518984,"weekendDeltaShiftPer100kOi":-374194.793813,"ivSurfaceRangePp":45.4,"gammaFlipDistancePct":18.877551,"maxPainDistancePct":2.040816,"peakCallDistancePct":-87.244898,"peakPutDistancePct":2.040816},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/TE.json?date=2026-10-02","interpretation":"Catalyst intensity ranks unusual option pricing and activity; it does not identify the event, predict direction or recommend a trade. Directional score summarizes relative positioning under documented model conventions."},"gamma_max_cross_outcomes":[{"direction":"above","event_count":14,"completed_path_count":14,"latest_cross_date":"2026-06-22","horizons":[{"sessions":1,"sample_size":14,"median_return_pct":-0.09326894039307643,"p25_return_pct":-4.121349778025666,"p75_return_pct":5.750297498504425,"above_zero_pct":50,"median_interval_low_pct":-4.552848869372594,"median_interval_high_pct":6.040268313187935,"median_interval_nominal_coverage_pct":94.2626953125,"confidence_floor_pct":0},{"sessions":3,"sample_size":14,"median_return_pct":0.1354992494627616,"p25_return_pct":-7.972581222400655,"p75_return_pct":6.372217420680215,"above_zero_pct":50,"median_interval_low_pct":-9.009737696207655,"median_interval_high_pct":6.666671964857551,"median_interval_nominal_coverage_pct":94.2626953125,"confidence_floor_pct":0},{"sessions":5,"sample_size":14,"median_return_pct":-2.1338718631771005,"p25_return_pct":-10.960758267121939,"p75_return_pct":9.717610618102139,"above_zero_pct":28.57142857142857,"median_interval_low_pct":-11.86991882525934,"median_interval_high_pct":12.95681415746952,"median_interval_nominal_coverage_pct":94.2626953125,"confidence_floor_pct":0},{"sessions":10,"sample_size":14,"median_return_pct":11.745351437335284,"p25_return_pct":-10.6188248756342,"p75_return_pct":24.08301819638104,"above_zero_pct":64.28571428571429,"median_interval_low_pct":-13.888891648363078,"median_interval_high_pct":25.714296418793836,"median_interval_nominal_coverage_pct":94.2626953125,"confidence_floor_pct":0}]},{"direction":"below","event_count":13,"completed_path_count":13,"latest_cross_date":"2026-08-10","horizons":[{"sessions":1,"sample_size":13,"median_return_pct":-1.5503861641813277,"p25_return_pct":-4.836599750935178,"p75_return_pct":4.777065348328402,"above_zero_pct":46.15384615384615,"median_interval_low_pct":-4.836599750935178,"median_interval_high_pct":4.777065348328402,"median_interval_nominal_coverage_pct":90.771484375,"confidence_floor_pct":0},{"sessions":3,"sample_size":13,"median_return_pct":-6.8126569516416495,"p25_return_pct":-9.281046134586635,"p75_return_pct":17.527271617542617,"above_zero_pct":38.46153846153847,"median_interval_low_pct":-9.281046134586635,"median_interval_high_pct":17.527271617542617,"median_interval_nominal_coverage_pct":90.771484375,"confidence_floor_pct":0},{"sessions":5,"sample_size":13,"median_return_pct":2.5553679436425503,"p25_return_pct":-10.70495706473481,"p75_return_pct":14.872793193490352,"above_zero_pct":53.84615384615385,"median_interval_low_pct":-10.70495706473481,"median_interval_high_pct":14.872793193490352,"median_interval_nominal_coverage_pct":90.771484375,"confidence_floor_pct":0},{"sessions":10,"sample_size":13,"median_return_pct":5.646361268409517,"p25_return_pct":-1.560285539551709,"p75_return_pct":17.493474925337015,"above_zero_pct":61.53846153846154,"median_interval_low_pct":-1.560285539551709,"median_interval_high_pct":17.493474925337015,"median_interval_nominal_coverage_pct":90.771484375,"confidence_floor_pct":0}]}],"missing_value_semantics":"null means unavailable; it never means zero","interpretation":"These are descriptive end-of-day model outputs. Signed GEX uses the published call-positive, put-negative convention and is not observed dealer inventory. None of the fields are live prices, predictions or investment advice."}